The Doctor had his own bedroom in his TARDIS.
The Eleventh Doctor was asked once if he had a room but never answered. (TV: The Doctor's Wife) The Doctor didn't sleep as much as humans, (COMIC: Four Doctors; TV: Good Night, Bad Night, Deep Breath) but preferred to sleep when alone. (TV: Sleep No More)
Hex checked the Doctor's bedroom after he and Ace found that the Seventh Doctor had vanished. (AUDIO: Protect and Survive)
The Tenth Doctor would sometimes use his room. Rose-the-cat often slept near his feet. (COMIC: A Rose by Any Other Name)
The Fourth Doctor stated that his bedroom was the second door on the left when a group of people entered his TARDIS (COMIC: Doctor Who and the Star Beast)
Behind the scenes
The Doctor's bedroom was first depicted in DWM 69's instalment of Doctor Who? in which the Fifth Doctor was awoken by the Cloister Bell. At that time the room contained an alarm clock and a teddy bear.